How Strange! Are My Eyes Mistaken? : A Study of Arakida Reijo and Her Book of Fantastic Tales, Ayashi no yogatari

Arakida Reijo has been described as the most prolific female writer in Japanese premodern history, with her literary output encompassing a huge number of texts in a variety of genres. However, her works remain for the most part untranslated from the original classical Japanese, and she is almost a nonentity in modern literary academia. Given the widespread lack of female education in the Tokugawa period combined with the era’s general image of male societal domination, an argument might be made for Reijo’s inclusion in modern scholarship due to her status as an educated woman alone. However, Reijo’s masterful handling of complicated plots, both interesting as entertainment and rewarding for further academic study, merits a place for her in the Japanese canon even apart from her rarity as an educated female author from the Tokugawa period. As will be examined in this paper, Reijo’s treatment of supernatural women in her 1778 collection of fantastic tales Ayashi no yogatari, or “Tales of the Uncanny,” stands as an interesting departure from the often misogynistic themes in premodern Japanese supernatural tales. Reijo’s treatment of supernatural women becomes all the more interesting when compared against traditional and contemporary literature, as rather than attempting a complete reversal of ideas and motifs of her day, Reijo instead affects more subtle but important changes. While the women in her stories still often lack agency and interiority, and furthermore still play the role of the “monster,” subject to supernatural metamorphoses, Reijo’s tales often lack both the ultimate judgement of these characters and the subsequent didactic atmosphere present in so many similar tales. An analysis of Reijo’s tales in comparison with traditional and contemporary literature reveals the uniqueness of her approach and its import in the Japanese literary tradition

Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending

This paper develops a new toolbox for multiple structural break detection in panel data models with interactive effects. The toolbox includes tests for the presence of structural breaks, a break date estimator, and a break date confidence interval. The new toolbox is applied to a large panel of US banks for a period characterized by massive quantitative easing programs aimed at lessening the impact of the global financial crisis and the COVID--19 pandemic. The question we ask is: Have these programs been successful in spurring bank lending in the US economy? The short answer turns out to be: ``No''

The impact of government size on economic growth: a threshold analysis

We examine the nature of the relationship between government size and economic growth and identify the optimal level of government size using a large dataset through a novel and very general non-linear panel Generalized Method of Moments approach. We show that this relationship is statistically significant above and below the optimal level, even after splitting our sample to developed and developing countries. Finally, we find an asymmetric impact of government size on economic growth in both developed and developing countries around the estimated threshold

Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects

This paper introduces unit-specific heterogeneity in panel data threshold regression. Both slope coefficients and threshold parameters are allowed to vary by unit. The heterogeneous threshold parameters manifest via a unit-specific empirical quantile transformation of a common underlying threshold parameter which is estimated efficiently from the whole panel. In the errors, the unobserved heterogeneity of the panel takes the general form of interactive fixed effects. The newly introduced parameter heterogeneity has implications for model identification, estimation, interpretation, and asymptotic inference. The assumption of a shrinking threshold magnitude now implies shrinking heterogeneity and leads to faster estimator rates of convergence than previously encountered. The asymptotic theory for the proposed estimators is derived and Monte Carlo simulations demonstrate its usefulness in small samples. The new model is employed to examine the Feldstein-Horioka puzzle and it is found that the trade liberalization policies of the 80's significantly impacted cross-country capital mobility.Comment: 25 pages, 1 figur

Acute pancreatitis after liver transplantation: incidence and contributing factors

In order to assess the incidence and possible predisposing and contributing factors in the development of acute pancreatitis after liver transplantation, we reviewed the medical records of all 1832 adult patients who underwent 2161 orthotopic liver transplantation (OLTx) procedures in our center between January 1987 and September 1992. Of these patients, 55 (3 % incidence) developed clinical pancreatitis and 247 (13.4 % incidence) developed hyperamylasemia (biochemical pancreatitis). Overall mortality in cases of clinical pancreatitis was 63.6 %. The mortality in cases of hyperamylasemia was similar to that found in the general liver transplant population (i. e., 23 %). A strong correlation was found between pancreatitis after liver transplantation and end-stage liver disease due to hepatitis B (30 % of the cases, P = 0.00001). Extensive surgical dissection around the pancreas (P < 0.05), the type of biliary reconstruction following liver transplantation (P < 0.05), and the number of liver grafts received by the same patient (P = 0.00001) appeared to be possible contributing factors as did the duration of venovenous bypass and the quantity of IV calcium chloride administered intraoperatively

Einsatzmöglichkeiten von Mikrogasturbinenanlagen in der dezentralen Kraft-Wärme-Kopplung

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Generalized �Fixed-T Panel Unit Root Tests Allowing for Structural Breaks

In this paper we suggest panel data unit root tests which allow for a structural breaks in the individual effects or linear trends of panel data models. This is done under the assumption that the disturbance terms of the panel are heterogeneous and serially correlated. The limiting distributions of the suggested test statistics are derived under the assumption that the time-dimension of the panel (T) is �fixed, while the cross-section (N) grows large. Thus, they are appropriate for short panels, where T is small. The tests consider the cases of a known and unknown date break. For the latter case, the paper gives the analytic form of the distribution of the test statistics. Monte Carlo evidence suggest that our tests have size which is very close to its nominal level and satisfactory power in small-T panels. This is true even for cases where the degree of serial correlation is large and negative, where single time series unit root tests are found to be critically oversized

On the Local Power of Fixed T Panel Unit Root Tests with Serially Correlated Errors

Analytical asymptotic local power functions are employed to study the effects of general form short term serial correlation on �fixed-T panel data unit root tests. Two models are considered, one that has only individual intercepts and one that has both individual intercepts and individual trends. It is shown that tests based on IV estimators are more powerful in all cases examined. Even more, for the model with individual trends an IV based test is shown to have non-trivial local power at the natural root-N rate